+334.3%
EXPD vs CRL
+358.0%
-23.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.1% |
| 7D | -1.6% | +5.0% | -6.6% | -2.8% |
| 30D | +0.6% | +13.5% | -12.9% | -2.8% |
| 3M | +9.8% | +21.5% | -11.7% | +4.1% |
| 6M | +25.8% | +103.4% | -77.7% | +4.3% |
| YTD | +31.3% | +71.8% | -40.5% | +12.5% |
| 1Y | +40.9% | +97.5% | -56.6% | +16.5% |
| 3Y | +74.7% | +99.2% | -24.5% | +35.5% |
| 5Y | +62.9% | -12.1% | +75.0% | +57.1% |
| 10Y | +334.3% | +359.2% | -24.8% | +160.9% |
| All | +334.3% | +358.0% | -23.7% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling